Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states (Q6174065)
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scientific article; zbMATH DE number 7712465
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| English | Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states |
scientific article; zbMATH DE number 7712465 |
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Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states (English)
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13 July 2023
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stochastic linear quadratic optimal control problem
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expectation-type linear equality constraint
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Lagrangian duality
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Riccati equation
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Kalman-type rank condition
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0.8720138669013977
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0.863705575466156
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0.8592492341995239
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0.8478128910064697
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0.8434552550315857
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